Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book

DOI10.1214/09-STS309zbMath1329.62040arXiv1104.1897MaRDI QIDQ906515

David A. van Dyk, Xiao-Li Meng

Publication date: 22 January 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1897

zbMATH Keywords

model reductionblockingGibbs samplingcollapsingECMdata augmentationnestingAECMconditional augmentationECMEefficient augmentationmarginal augmentationNEM

Mathematics Subject Classification ID

Related Items (6)

Conducting highly principled data science: a statistician's job and joy ⋮ I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? ⋮ Parameter expansion and efficient inference ⋮ Decoding the h-likelihood ⋮ Data transforming augmentation for heteroscedastic models ⋮ Confidence sets for network structure

Uses Software

• MNP
• BayesDA

Cites Work

• A Bayesian analysis of the multinomial probit model using marginal data augmentation
• On the convergence properties of the EM algorithm
• On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
• On the global and componentwise rates of convergence of the EM algorithm
• On the rate of convergence of the ECM algorithm
• Markov chains for exploring posterior distributions. (With discussion)
• A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
• Highly structured models for spectral analysis in high-energy astrophysics
• Alternative EM methods for nonparametric finite mixture models
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Partially Collapsed Gibbs Samplers
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Calculation of Posterior Distributions by Data Augmentation
• Fast EM-type Implementations for Mixed Effects Models
• Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Seeking efficient data augmentation schemes via conditional and marginal augmentation
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Parameter Expansion for Data Augmentation
• Efficient parametrisations for normal linear mixed models
• Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student'stModel
• Monte Carlo strategies in scientific computing
• Deconvolution in high-energy astrophysics: science, instrumentation, and methods
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book